ON A CHARACTERIZATION OF THE THREE LIMITING TYPES OF THE EXTREME.
Abstract
If X and Y are independent random variables then they are said to be completely confounding if the distributions of Z, Z conditional on Z = X, Z conditional on Z = Y are the same. If X, Y, and Z completely confound one another where Y and Z have the same distribution as aX + b and cX + d which are basically different linear functions, then the distribution of X is one of the three limiting types of the extreme (minimum) observation from independent samples from the same population. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1965
- Accession Number
- AD0610845
Entities
People
- J. Sethuraman
Organizations
- Stanford University